Once there, hover your mouse over the widget you want to filter and click the "Gear" icon in the upper right hand corner.

This will open that widget's settings. In the window that appears, you'll see a section labeled "Tags", listing all tags that you've created for this campaign. Just as with the dashboard functionality, simply check the boxes for the tags which you would like to be displayed.

This will cause only those keywords with the tags that you've selected to be displayed in that widget. You can apply different tag filters to different widgets by repeating the above steps for other widgets.